Overnight returns of stock indexes : evidence from ETFs and futures
Year of publication: |
March 2017
|
---|---|
Authors: | Liu, Qingfu ; Tse, Yiuman |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 48.2017, p. 440-451
|
Subject: | Indexderivat | Index derivative | Kapitalmarktrendite | Capital market returns | USA | United States | 1999-2014 |
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